Trading Metrics calculated at close of trading on 09-Nov-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
Open |
13,299.70 |
13,261.17 |
-38.53 |
-0.3% |
13,592.58 |
High |
13,354.00 |
13,262.14 |
-91.86 |
-0.7% |
13,669.72 |
Low |
13,079.48 |
13,017.30 |
-62.18 |
-0.5% |
13,017.30 |
Close |
13,266.29 |
13,039.49 |
-226.80 |
-1.7% |
13,039.49 |
Range |
274.52 |
244.84 |
-29.68 |
-10.8% |
652.42 |
ATR |
194.93 |
198.79 |
3.86 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,840.83 |
13,685.00 |
13,174.15 |
|
R3 |
13,595.99 |
13,440.16 |
13,106.82 |
|
R2 |
13,351.15 |
13,351.15 |
13,084.38 |
|
R1 |
13,195.32 |
13,195.32 |
13,061.93 |
13,150.82 |
PP |
13,106.31 |
13,106.31 |
13,106.31 |
13,084.06 |
S1 |
12,950.48 |
12,950.48 |
13,017.05 |
12,905.98 |
S2 |
12,861.47 |
12,861.47 |
12,994.60 |
|
S3 |
12,616.63 |
12,705.64 |
12,972.16 |
|
S4 |
12,371.79 |
12,460.80 |
12,904.83 |
|
|
Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,199.43 |
14,771.88 |
13,398.32 |
|
R3 |
14,547.01 |
14,119.46 |
13,218.91 |
|
R2 |
13,894.59 |
13,894.59 |
13,159.10 |
|
R1 |
13,467.04 |
13,467.04 |
13,099.30 |
13,354.61 |
PP |
13,242.17 |
13,242.17 |
13,242.17 |
13,185.95 |
S1 |
12,814.62 |
12,814.62 |
12,979.68 |
12,702.19 |
S2 |
12,589.75 |
12,589.75 |
12,919.88 |
|
S3 |
11,937.33 |
12,162.20 |
12,860.07 |
|
S4 |
11,284.91 |
11,509.78 |
12,680.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,669.72 |
13,017.30 |
652.42 |
5.0% |
242.05 |
1.9% |
3% |
False |
True |
|
10 |
13,962.53 |
13,017.30 |
945.23 |
7.2% |
215.42 |
1.7% |
2% |
False |
True |
|
20 |
14,118.52 |
13,017.30 |
1,101.22 |
8.4% |
203.20 |
1.6% |
2% |
False |
True |
|
40 |
14,198.10 |
13,017.30 |
1,180.80 |
9.1% |
164.76 |
1.3% |
2% |
False |
True |
|
60 |
14,198.10 |
12,847.81 |
1,350.29 |
10.4% |
169.97 |
1.3% |
14% |
False |
False |
|
80 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
190.58 |
1.5% |
31% |
False |
False |
|
100 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
178.94 |
1.4% |
31% |
False |
False |
|
120 |
14,198.10 |
12,517.94 |
1,680.16 |
12.9% |
170.30 |
1.3% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,302.71 |
2.618 |
13,903.13 |
1.618 |
13,658.29 |
1.000 |
13,506.98 |
0.618 |
13,413.45 |
HIGH |
13,262.14 |
0.618 |
13,168.61 |
0.500 |
13,139.72 |
0.382 |
13,110.83 |
LOW |
13,017.30 |
0.618 |
12,865.99 |
1.000 |
12,772.46 |
1.618 |
12,621.15 |
2.618 |
12,376.31 |
4.250 |
11,976.73 |
|
|
Fisher Pivots for day following 09-Nov-2007 |
Pivot |
1 day |
3 day |
R1 |
13,139.72 |
13,332.30 |
PP |
13,106.31 |
13,234.69 |
S1 |
13,072.90 |
13,137.09 |
|